+15.6%
BABA vs HAS
+102.4%
-86.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.1% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | -1.1% | +31.3% | -32.4% | -9.3% |
| 3M | -15.9% | +32.1% | -48.0% | -23.1% |
| 6M | -17.5% | +28.1% | -45.7% | -24.3% |
| YTD | -25.6% | +49.1% | -74.7% | -35.1% |
| 1Y | -33.8% | +60.5% | -94.4% | -43.7% |
| 3Y | +34.6% | +183.9% | -149.3% | -6.1% |
| 5Y | -27.7% | +51.2% | -78.9% | -39.5% |
| All | +15.6% | +102.4% | -86.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling